PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-19 03:29:12.972106+00:00 (UTC)
In US/Central Time, this is 2024-03-18 22:29:12.972106-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897380 -0.475547 0.085743 -0.007918 0.545625 0.254715
1997-01-03 -0.885671 -0.475547 -0.156047 0.007598 0.745194 0.205559
1997-01-06 -0.881768 -0.475547 -0.064624 -0.015676 0.778070 0.269499
1997-01-07 -0.881768 -0.454721 -0.129582 -0.046708 0.837693 0.383108
1997-01-08 -0.893477 -0.454721 -0.022521 -0.085498 0.785731 0.496325
... ... ... ... ... ... ...
2024-03-12 -0.842739 -1.506446 -0.792400 1.815221 1.034499 0.037081
2024-03-13 -0.862254 -1.506446 -0.803226 1.760915 1.064972 0.154025
2024-03-14 -0.862254 -1.475206 -0.725035 1.760915 0.887908 0.499702
2024-03-15 -0.858351 -1.496032 -0.723833 1.691093 0.831924 0.578985
2024-03-18 -0.858351 -1.475206 -0.723833 1.691093 0.653199 0.578985

7189 rows × 6 columns

../../_images/64877956ccf09d12653efde3bd630018986c2f802027aa9a17d2f6301ad3fa4a.png
pc1
DATE
1997-01-02   -0.578508
1997-01-03   -0.684685
1997-01-06   -0.667578
1997-01-07   -0.703961
1997-01-08   -0.673619
                ...   
2024-03-12   -1.589573
2024-03-13   -1.611584
2024-03-14   -1.594375
2024-03-15   -1.582535
2024-03-18   -1.538684
Name: PC1, Length: 7189, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/c457192b5de109634f1cfb950132fea91d1ec6ca2974fca81a9df9f8765a8c4b.png
fig = px.line(pc1)
fig.show()
../../_images/e32c2f630dc5f1710dae634727edc9a7606d3f7c275dca7702fd6e1c4eec233f.png